+78.8%
SE vs AWK
+27.0%
+51.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.7% | +2.7% |
| 7D | +3.3% | +1.2% | +2.1% | +3.7% |
| 30D | -18.2% | +15.8% | -33.9% | -13.8% |
| 3M | -31.3% | +11.0% | -42.3% | -28.6% |
| 6M | -10.1% | +21.0% | -31.1% | -3.3% |
| YTD | -38.9% | +16.7% | -55.6% | -34.8% |
| 1Y | -48.0% | +17.2% | -65.2% | -44.4% |
| 3Y | +78.8% | +29.2% | +49.6% | +125.1% |
| All | +78.8% | +27.0% | +51.8% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling